Check your versions of MASS. The Windows one appears to be an outdated version, and does different things.
As for the problem, yes it probably is a bug in L-BFGS-B. Fancy debugging the code? On Sat, 27 Aug 2005 [EMAIL PROTECTED] wrote: > > --WWm7B+u2U4 > Content-Type: text/plain; charset=us-ascii > Content-Description: message body text > Content-Transfer-Encoding: 7bit > > G'day all, > > I believe that this is related to PR#1717 (filed under > not-reproducible) which was reported for a version of R that is a > quite a bit older than the ones used in for this report. But I > noticed this behaviour under R 2.1.1 and R 2.2.0 on my linux box and > under R 2.0.1 and R 2.1.1 on my Windows box. > > I recently ran the examples for fitdistr in the MASS library and on my > linux machine I get the following results: > >> library(MASS) >> set.seed(123) >> x <- rgamma(100, shape = 5, rate = 0.1) >> fitdistr(x, "gamma") > shape rate > 6.45947303 0.13593172 > (0.89052006) (0.01948648) >> fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.01) > shape rate > 2.156761461 0.010000000 > (0.277607887) (0.001433778) > > I find the second result quite extraordinary. O.k., the likelihood > that is maximised is quite flat along a certain direction, but I don't > think that it is so flat that it should fool the underlying > optimisation routine into believing that it has converged. > > Moreover: > >> fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.001) > shape rate > 6.48686551 0.13651012 > (0.89438949) (0.01956818) > > As far as I can tell, the problem is with L-BFGS-B hitting the lower > bound and stopping, the same problem as reported in #1717. > > I tried the same comments on my Windows box and the result is as > attached below (together with the system information that bug.report > produces on that machine). Looking at the output given on the Windows > machine, I am actually amazed that my Linux box didn't give me any of > those warning messages --- the R input/output given above is cut and > paste. I am not aware of any fiddling with ptions regarding warning > messages by any configurations files anywhere on my linux system; and I > ran the same commands using `R --vanilla' on the linux box and did not > get any warning messages. > > Cheers, > > Berwin > > > --WWm7B+u2U4 > Content-Type: text/plain > Content-Description: Manifestation of bug on a Windows machine > Content-Disposition: inline; > filename="Bug.txt" > Content-Transfer-Encoding: 7bit > >> set.seed(123) >> x <- rgamma(100, shape = 5, rate = 0.1) >> fitdistr(x, "gamma") > shape rate > 6.48592894 0.13649147 > (0.89425721) (0.01956555) > Warning messages: > 1: NaNs produced in: dgamma(x, shape, scale, log) > 2: NaNs produced in: dgamma(x, shape, scale, log) > 3: NaNs produced in: dgamma(x, shape, scale, log) >> fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.01) > shape rate > 2.156761461 0.010000000 > (0.277607888) (0.001433778) > Warning message: > bounds can only be used with method L-BFGS-B in: optim(start, mylogfn, x = x, > hessian = TRUE, ...) >> fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.001) > shape rate > 6.48686551 0.13651012 > (0.89438949) (0.01956818) > Warning message: > bounds can only be used with method L-BFGS-B in: optim(start, mylogfn, x = x, > hessian = TRUE, ...) > > --please do not edit the information below-- > > Version: > platform = i386-pc-mingw32 > arch = i386 > os = mingw32 > system = i386, mingw32 > status = > major = 2 > minor = 1.1 > year = 2005 > month = 06 > day = 20 > language = R > > Windows XP Professional (build 2600) Service Pack 2.0 > > Locale: > LC_COLLATE=English_Australia.1252;LC_CTYPE=English_Australia.1252;LC_MONETARY=English_Australia.1252;LC_NUMERIC=C;LC_TIME=English_Australia.1252 > > Search Path: > .GlobalEnv, package:MASS, package:methods, package:stats, package:graphics, > package:grDevices, package:utils, package:datasets, Autoloads, package:base > > --WWm7B+u2U4 > Content-Type: text/plain; charset=us-ascii > Content-Description: message body text > Content-Transfer-Encoding: 7bit > > > --please do not edit the information below-- > > Version: > platform = i686-pc-linux-gnu > arch = i686 > os = linux-gnu > system = i686, linux-gnu > status = Under development (unstable) > major = 2 > minor = 2.0 > year = 2005 > month = 08 > day = 26 > svn rev = 35424 > language = R > > Locale: > C > > Search Path: > .GlobalEnv, package:methods, package:stats, package:graphics, > package:grDevices, package:utils, package:datasets, Autoloads, package:base > > --WWm7B+u2U4-- > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
